+7,654.3%
CME vs MTB
+448.0%
+7,206.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +13.5% | +0.8% | +12.6% | +12.9% |
| 3M | +20.9% | -12.8% | +33.7% | +28.2% |
| 6M | +11.5% | +6.7% | +4.8% | +7.6% |
| YTD | +19.5% | +11.3% | +8.1% | +12.2% |
| 1Y | +17.2% | +20.2% | -2.9% | +6.1% |
| 3Y | +65.1% | +103.8% | -38.6% | +9.8% |
| 5Y | +73.1% | +60.9% | +12.2% | +20.6% |
| 10Y | +305.3% | +115.0% | +190.3% | +111.2% |
| All | +7,654.3% | +448.0% | +7,206.3% | +2,014.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling